+490.5%
DDOG vs REGN
+181.3%
+309.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.2% |
| 7D | +3.2% | -6.0% | +9.2% | +4.6% |
| 30D | -10.2% | -0.4% | -9.8% | -10.3% |
| 3M | -2.6% | +32.0% | -34.6% | -8.8% |
| 6M | +80.1% | +3.0% | +77.1% | +77.8% |
| YTD | +63.0% | +3.2% | +59.9% | +60.5% |
| 1Y | +59.4% | +43.4% | +15.9% | +42.2% |
| 3Y | +127.0% | -3.6% | +130.6% | +120.9% |
| 5Y | +61.7% | +23.1% | +38.6% | +36.8% |
| All | +490.5% | +181.3% | +309.2% | +207.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded REGN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling